Description

You will build predictive models and calculation engines for investment contract valuations.

Responsibilities

• Build predictive analysis models using Black-Scholes and Monte Carlo methods.
• Develop calculation engines to determine put and call values for investment contracts.
• Apply quantitative modeling techniques to solve complex problems in the investment or banking domain.
• Maintain and improve existing valuation models.

Required Skills

• 8+ years of experience in data science or quantitative modeling.
• Hands-on experience building Black-Scholes models.
• Hands-on experience building Monte Carlo models.
• Proven track record of developing calculation engines for financial contract valuations.
• Domain expertise in banking or the investment sector.
• Experience calculating put and call values for financial instruments.
• Bachelor's degree in any field.

Preferred Skills

• Experience applying predictive models within the insurance industry.

Key Skills

Education

Any Graduate